Why does Cover have to pretend this certain group with them are all Japanese?

Why do they have to pretend you-know-who isn't Korean (she explicitly said on stream they have to follow 'rules')? Why do they have to pretend you-know-who isn't brown (and she has to explicitly say she's pure Jap)? I don't get it. They don't lose anything, and I don't think Japanese people care.

Pic may be related. I dunno.